-73.5%
OPEN vs TDY
+10.5%
-84.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.4% |
| 7D | -11.4% | -1.1% | -10.3% | -10.6% |
| 30D | -20.1% | -12.0% | -8.0% | -11.1% |
| 3M | -37.6% | -3.2% | -34.4% | -36.3% |
| 6M | -47.1% | -7.9% | -39.2% | -43.7% |
| YTD | -52.1% | +18.2% | -70.4% | -64.3% |
| 1Y | -73.5% | +6.7% | -80.1% | -79.0% |
| All | -73.5% | +10.5% | -84.0% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling